iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.47% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 15.18 | |
| 0.0357 | 7.82 | |
| 0.8768 | 298.84 | |
| 0.1350 | 15.95 |
Estimation Period:
Aug 27, 2001 to Feb 20, 2026
Aug 27, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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